Source: http://answers.microsoft.com/en-us/windows/forum/windows_8-files/a-folder-that-refused-to-be-deleted-invalid-file/a8506e19-d623-4af0-ab19-0fd17a672a3a
Solution quote modified to suit your folder location
Solution
You can remove this using the command line, but will want to reference the location differently than you normally would (using UNC).
If the folder is C:\Users\sean\Desktop\con, then this command entered on the command line will remove it:
rd \\.\\c:\Users\sean\Desktop\con /S /Q
rd is the command line tool to remove the directory.
\\. refers to the current computer.
\c:\Users\sean\Desktop\con is the path of the offending folder entry.
/S is a switch that tells rd to remove all subdirectories and files (like the old DELTREE command).
/Q is a switch that tells rd to this removal silently (you won't be prompted for removing the contents).
Change the \c:\Users\sean\Desktop\con path to whatever the location is for your CON folder.
This deletes the entire folder and its contents. It may be possible to rename or copy the folder to another name. I didn't have much luck with the rename, but I also didn't spend too much time on it.
Note that although you can use Windows Explorer to browse to the location \., Explorer doesn't let you delete the folder. You need to use the command line to remove the CON folder.